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We present a stationary iteration method, namely Alternating Symmetric positive definite and Scaled symmetric positive semidefinite Splitting (ASSS), for solving the system of linear equations obtained by using finite element discretization…

Numerical Analysis · Mathematics 2021-09-06 Davod Khojasteh Salkuyeh

Stochastic gradient descent (SGD) has been widely studied in the literature from different angles, and is commonly employed for solving many big data machine learning problems. However, the averaging technique, which combines all iterative…

Machine Learning · Computer Science 2020-05-28 Zhishuai Guo , Yan Yan , Tianbao Yang

Score matching is an estimation procedure that has been developed for statistical models whose probability density function is known up to proportionality but whose normalizing constant is intractable, so that maximum likelihood is…

Methodology · Statistics 2024-04-23 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

Generalized eigenvalue problems (GEPs) find applications in various fields of science and engineering. For example, principal component analysis, Fisher's discriminant analysis, and canonical correlation analysis are specific instances of…

Machine Learning · Computer Science 2024-11-05 Zhaoqiang Liu , Wen Li , Junren Chen

The aim of this paper is to present the recently proposed fluid diffusion based algorithm in the general context of the matrix inversion problem associated to the Gauss-Seidel method. We explain the simple intuitions that are behind this…

Numerical Analysis · Mathematics 2012-02-28 Dohy Hong

In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…

Computation · Statistics 2017-07-26 Jorge Alberto Achcar , Pedro Luiz Ramos , Edson Zangiacomi Martinez

A fully diagonalized spectral method using generalized Laguerre functions is proposed and analyzed for solving elliptic equations on the half line. We first define the generalized Laguerre functions which are complete and mutually…

Numerical Analysis · Mathematics 2016-09-21 Fu-jun Liu , Zhong-qing Wang , Huiyuan Li

Machine learning solvers for partial differential equations (PDEs) have attracted growing interest. However, most existing approaches, such as neural network solvers, rely on stochastic training, which is inefficient and typically requires…

Machine Learning · Computer Science 2026-03-27 Qiwei Yuan , Zhitong Xu , Yinghao Chen , Yiming Xu , Houman Owhadi , Shandian Zhe

A method to the explict solutions of general systems of algebraic equations is presented via the metric form of affiliated K\"ahler manifolds. The solutions to these systems arise from sets of geodesic second order non-linear differential…

General Physics · Physics 2007-05-23 Gordon Chalmers

Optimization methods are essential in solving complex problems across various domains. In this research paper, we introduce a novel optimization method called Gaussian Crunching Search (GCS). Inspired by the behaviour of particles in a…

Optimization and Control · Mathematics 2023-07-28 Benny Wong

Gaussian elimination (GE) is the archetypal direct algorithm for solving linear systems of equations and this has been its primary application for thousands of years. In the last decade, GE has found another major use as an iterative…

Numerical Analysis · Mathematics 2016-02-23 Alex Townsend

The last two decades witnessed the increasing of the interests on the absolute value equations (AVE) of finding $x\in\mathbb{R}^n$ such that $Ax-|x|-b=0$, where $A\in \mathbb{R}^{n\times n}$ and $b\in \mathbb{R}^n$. In this paper, we pay…

Optimization and Control · Mathematics 2022-02-15 Cairong Chen , Dongmei Yu , Deren Han

Recently, two families of HSS-based iteration methods are constructed for solving the system of absolute value equations (AVEs), which is a class of non-differentiable NP-hard problems. In this study, we establish the Picard-CSCS iteration…

Numerical Analysis · Mathematics 2020-01-14 Xian-Ming Gu , Ting-Zhu Huang , Hou-Biao Li , Sheng-Feng Wang , Liang Li

We present a high-order spacetime numerical method for discretizing and solving linear initial-boundary value problems using wavelet-based techniques with user-prescribed error estimates. The spacetime wavelet discretization yields a system…

Numerical Analysis · Mathematics 2025-09-04 Cody D. Cochran , Karel Matous

Salkuyeh proposed the Picard-HSS iteration method to solve the absolute value equation (AVE), which is a class of non-differentiable NP-hard problem. To further improve its performance, a nonlinear HSS-like iteration method is proposed.…

Numerical Analysis · Mathematics 2018-01-03 Mu-Zheng Zhu , Ya-E Qi

Design optimization and uncertainty quantification, among other applications of industrial interest, require fast or multiple queries of some parametric model. The Proper Generalized Decomposition (PGD) provides a separable solution, a…

Numerical Analysis · Mathematics 2018-02-16 Pedro Diez , Sergio Zlotnik , Antonio Huerta

We propose a simple doubly stochastic block Gauss--Seidel algorithm for solving linear systems of equations. By varying the row partition parameter and the column partition parameter of the coefficient matrix, we recover the Landweber…

Numerical Analysis · Mathematics 2020-07-09 Kui Du , Xiaohui Sun

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…

Mathematical Physics · Physics 2007-07-05 Ronald B. Morgan , Walter Wilcox

In this paper, we present two improved Gauss-Seidel projection methods with unconditional stability. The first method updates the gyromagnetic term and the damping term simultaneously and follows by a projection step. The second method…

Numerical Analysis · Mathematics 2020-01-08 Panchi Li , Changjian Xie , Rui Du , Jingrun Chen , Xiao-Ping Wang

We propose a Generalized Dantzig Selector (GDS) for linear models, in which any norm encoding the parameter structure can be leveraged for estimation. We investigate both computational and statistical aspects of the GDS. Based on conjugate…

Machine Learning · Statistics 2015-02-03 Soumyadeep Chatterjee , Sheng Chen , Arindam Banerjee